I would like to know which are your favourite books on General and Advanced Statistical Data Analysis and Modeling.
In particular, I would like to know which books you consider the must-have for an ...

I have a dataset with lots Y=0 and few Y=1. I have to run logistic regression, so I'm using a retrospective sample in order to get a more balanced sample.
Could someone give me some references that ...

The wikipedia article on cross validation
http://en.wikipedia.org/wiki/Cross-validation_(statistics)
makes the claim that "under mild assumptions that the expected value of the MSE for the training ...

The title may be a little misleading, but I could not come up with a better one. Feel free to edit it.
Say that we have two variables, $X$ and $Y$, where $X$ is continuous and $Y$ categorical taking ...

Time series model is defined as :
A time series model specifies the joint distribution of the sequence ${\{X_t}\}$ of random variables. For example:$$P[X_1\le x_1,\ldots,X_t\le x_t]$$ for all $t$ and ...

One may find this question a duplicate, but my search through CrossValidated did not give satisfactory result. So I am posting this question and explaining what I want.
I need a book such that if one ...

I am from computer science department doing research in data mining and image mining. I remember the last course about stat was introductory to statistics and probability in general. Now I have this ...

Could someone provide me a reference, preferably a book, where I can find detailed proofs and explanations of the Kolmogorov-Smirnov test (including the two-sample variant) and the derivation of the ...

I watched several videos on linear regression, mainly from Khan Academy.
As I have no background in statistics, I thought this was a good way to get an idea of the topic. However I'm currently writing ...

I have a data set with 5 parameters and 1 output. I am working on a regression problem and I've build different models by first using 1 input parameters, then 2, then 3, ..., untill the model uses 5 ...

In connection to this popular question in CV, I was wondering which peer-reviewed papers / books could be used as references about using visual inspection of q-q plots etc. as compared to performing ...

The idea is pretty simple, and I think it came out sort of by-the-way in a paper about something else, so I'm having a hard time figuring out who to cite.
Basically you've got a GLM (like a probit or ...

I have several rank variables (ranks 0-3), which can be reasonably turned into binary (significant/insignificant effect). I'm looking for potential interactions.
What would be the best source to look ...

I am curious if others have sources that speak to the matter that providing informative and/or mildly informative prior distributions on a parameter tend to mitigate false alarm rates? I know from the ...